+178.5%
EXE vs ODFL
+76.7%
+101.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -0.3% | -6.3% | +6.0% | +0.5% |
| 30D | +8.5% | -13.6% | +22.0% | +10.3% |
| 3M | +5.5% | -24.2% | +29.6% | +8.9% |
| 6M | -5.9% | -13.8% | +7.9% | -4.8% |
| YTD | -9.7% | +19.0% | -28.8% | -13.4% |
| 1Y | +3.6% | +25.7% | -22.1% | -1.7% |
| 3Y | +18.0% | -13.1% | +31.2% | +17.4% |
| 5Y | +109.4% | +26.7% | +82.8% | +83.0% |
| All | +178.5% | +76.7% | +101.7% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ODFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling